Posts

• November 30, 2014

  Research Update - November 2014

  This monthly newsletter features the latest research publications by Bank of Canada economists including external publications and working papers published on the Bank of Canada’s website.

  Content Type(s): Staff research, Research newsletters
• November 28, 2014

  Weekly Financial Statistics - 28 November 2014

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• November 28, 2014

  Quarterly Financial Report - Third Quarter 2014

  Quarterly Financial Report - Third Quarter 2014 - For the period ended 30 September 2014

  Content Type(s): Publications, Quarterly Financial Report
• November 27, 2014

  Banking and Financial Statistics - November 2014

  Content Type(s): Publications, Historical: Banking and Financial Statistics
• November 27, 2014

  Public Consultation: Policy guidance on the Bank of Canada’s risk-management standards for designated financial market infrastructures

  The Bank of Canada today published draft policy guidance related to its risk-management standards for designated Canadian financial market infrastructures (FMIs).

  Content Type(s): Press, Market notices
• November 21, 2014

  Weekly Financial Statistics - 21 November 2014

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• November 20, 2014

  Government of Canada reopens its ultra-long bond

  Today, the Government of Canada announced that it successfully issued $1 billion in 50-year bonds through the syndication process.

  Content Type(s): Press, Market notices
• November 19, 2014

  Government of Canada considering issuing more ultra-long bonds

  The Government of Canada announced today that it is considering issuing more ultra-long bonds, subject to favourable market conditions.

  Content Type(s): Press, Market notices

• Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings

  Staff Working Paper 2014-51 Sermin Gungor, Richard Luger

  We propose double bootstrap methods to test the mean-variance efficiency hypothesis when multiple portfolio groupings of the test assets are considered jointly rather than individually.

  Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Econometric and statistical methods, Financial markets JEL Code(s): C, C1, C12, C14, C15, G, G1, G12

• The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets

  Staff Working Paper 2014-50 Vikram Rai, Lena Suchanek

  The Federal Reserve’s quantitative easing (QE) program has been accompanied by a flow of funds into emerging-market economies (EMEs) in search of higher returns.

  Content Type(s): Staff research, Staff working papers Topic(s): International financial markets, International topics, Monetary policy transmission JEL Code(s): C, C3, C33, E, E5, E58, F, F3, F32, G, G1, G14